Note
On measurable minimax selectors

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Abstract

In this note we consider the upper value of a zero-sum game with payoff function depending on a state variable. We provide a new and much simpler proof of a measurable minimax selection theorem established 25 years ago by the author in Nowak (1985) [19]. A discussion of the basic assumptions and relations with the literature on stochastic games and (minimax) control models is also included.

Keywords

Measurable selectors
Minimax stochastic optimization
Stochastic games

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